local g=1
use "C:\Users\mcsam\Dropbox\Decomposing Firm Betas\Submissions\JPE Macro\Replication Folder\\Table_A5_data",clear
forvalues big=0/1{
preserve
keep if big==`big'
/*skip ew for now*/
*_`sortvar'* ewls*
foreach var of varlist chshare* ls* {
	sum `var' 
	local m=`r(mean)'*12
	local sd=`r(sd)'*sqrt(12)
	local sharpe=`m'/`sd'	
	reg `var' mktrf,r
	if `g'==1{
		outreg2 using test, replace addstat("mean",`m',"sd",`sd',"sharpe",`sharpe')
		local g=2
	}
	else{
		outreg2 using test, append addstat("mean",`m',"sd",`sd',"sharpe",`sharpe')
	}
} 
restore
}







